+405.3%
VUG vs CMS
+137.8%
+267.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | -1.1% | +0.1% | -0.8% |
| 30D | -7.0% | +6.6% | -13.6% | -8.7% |
| 3M | -3.7% | +0.8% | -4.5% | -4.1% |
| 6M | -1.6% | -3.3% | +1.7% | -1.2% |
| YTD | +5.1% | +2.7% | +2.4% | +3.4% |
| 1Y | +3.8% | -4.0% | +7.8% | +4.1% |
| 3Y | +79.9% | +37.6% | +42.3% | +57.2% |
| 5Y | +66.4% | +35.4% | +30.9% | +44.1% |
| 10Y | +405.3% | +136.0% | +269.3% | +292.2% |
| All | +405.3% | +137.8% | +267.5% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling